A parameter estimation method for multivariate binned Hawkes processes (Q2103973)
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scientific article
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| default for all languages | No label defined |
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| English | A parameter estimation method for multivariate binned Hawkes processes |
scientific article |
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A parameter estimation method for multivariate binned Hawkes processes (English)
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9 December 2022
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multivariate Hawkes processes
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mutually exciting
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aggregated data
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MCEM algorithm
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0.8024921417236328
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0.7825761437416077
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0.7797266244888306
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0.7616800665855408
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0.7608214020729065
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